Different ones for different meanings. You can have a change "of" plans; the airline can make a change "to" your flight schedule; there can be a change "in" the weather; the temperature can change "with" the seasons; and there's a phrasal verb "to change up." And there are probably some others I haven't thought of.

change into: He changed into a frog.
change from: Her expression changed from a frown to a smile.
change with: We need to change with the times.
change for: You should never change for a man.
change during: The actors should change during intermission.
change by: I will change by taking self-improvement classes.